DFSIX vs. SGOIX

Last updated Apr 1, 2026

Compare and contrast key facts about DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and First Eagle Overseas Fund Class I (SGOIX).

DFSIX is managed by Dimensional. It was launched on Mar 12, 2008. SGOIX is managed by First Eagle.

Performance

DFSIX vs. SGOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and First Eagle Overseas Fund Class I (SGOIX). The values are adjusted to include any dividend payments, if applicable.

DFSIX vs. SGOIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFSIX DFA U.S. Sustainability Core 1 Portfolio	-8.15%	15.92%	23.19%	25.70%	-17.85%	27.38%	21.25%	32.52%	-6.72%	20.80%
SGOIX First Eagle Overseas Fund Class I	1.44%	39.06%	6.45%	10.73%	-7.86%	5.25%	7.25%	17.90%	-9.95%	14.38%

Returns By Period

In the year-to-date period, DFSIX achieves a -8.15% return, which is significantly lower than SGOIX's 1.44% return. Over the past 10 years, DFSIX has outperformed SGOIX with an annualized return of 13.25%, while SGOIX has yielded a comparatively lower 8.06% annualized return.

DFSIX

• 1D: -0.40%
• 1M: -8.45%
• YTD: -8.15%
• 6M: -5.85%
• 1Y: 12.48%
• 3Y*: 15.73%
• 5Y*: 9.81%
• 10Y*: 13.25%

SGOIX

• 1D: 0.19%
• 1M: -10.98%
• YTD: 1.44%
• 6M: 7.39%
• 1Y: 27.04%
• 3Y*: 15.87%
• 5Y*: 9.77%
• 10Y*: 8.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFSIX vs. SGOIX - Expense Ratio Comparison

DFSIX has a 0.18% expense ratio, which is lower than SGOIX's 0.88% expense ratio.

SGOIX

First Eagle Overseas Fund Class I

DFSIX

DFA U.S. Sustainability Core 1 Portfolio

Return for Risk

DFSIX vs. SGOIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFSIX

DFSIX Risk / Return Rank: 30
DFSIX Sharpe Ratio Rank: 31
DFSIX Sortino Ratio Rank: 34
DFSIX Omega Ratio Rank: 35
DFSIX Calmar Ratio Rank: 23
DFSIX Martin Ratio Rank: 28

SGOIX

SGOIX Risk / Return Rank: 89
SGOIX Sharpe Ratio Rank: 92
SGOIX Sortino Ratio Rank: 90
SGOIX Omega Ratio Rank: 89
SGOIX Calmar Ratio Rank: 87
SGOIX Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFSIX vs. SGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and First Eagle Overseas Fund Class I (SGOIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	DFSIX	SGOIX	Difference
Sharpe ratio Return per unit of total volatility	0.71	1.97	-1.27
Sortino ratio Return per unit of downside risk	1.13	2.51	-1.37
Omega ratio Gain probability vs. loss probability	1.16	1.39	-0.23
Calmar ratio Return relative to maximum drawdown	0.68	2.25	-1.57
Martin ratio Return relative to average drawdown	2.99	9.52	-6.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFSIX vs. SGOIX - Sharpe Ratio Comparison

The current DFSIX Sharpe Ratio is 0.71, which is lower than the SGOIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of DFSIX and SGOIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DFSIX	SGOIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.71	1.97	-1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.84	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.71	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.87	-0.33

Correlation

The correlation between DFSIX and SGOIX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DFSIX vs. SGOIX - Dividend Comparison

DFSIX's dividend yield for the trailing twelve months is around 0.97%, less than SGOIX's 8.33% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFSIX DFA U.S. Sustainability Core 1 Portfolio	0.97%	0.88%	0.99%	1.21%	1.35%	2.13%	1.19%	2.02%	2.31%	1.92%	1.85%	2.13%
SGOIX First Eagle Overseas Fund Class I	8.33%	8.45%	8.49%	2.45%	3.81%	5.92%	0.47%	5.70%	3.36%	3.59%	3.80%	1.58%

Drawdowns

DFSIX vs. SGOIX - Drawdown Comparison

The maximum DFSIX drawdown since its inception was -53.77%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for DFSIX and SGOIX.

Drawdown Indicators

	DFSIX	SGOIX	Difference
Max Drawdown Largest peak-to-trough decline	-53.77%	-35.54%	-18.23%
Max Drawdown (1Y) Largest decline over 1 year	-12.65%	-11.35%	-1.30%
Max Drawdown (5Y) Largest decline over 5 years	-25.16%	-21.39%	-3.77%
Max Drawdown (10Y) Largest decline over 10 years	-35.68%	-24.79%	-10.89%
Current Drawdown Current decline from peak	-10.36%	-10.98%	+0.62%
Average Drawdown Average peak-to-trough decline	-6.95%	-4.57%	-2.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	2.68%	+0.34%

Volatility

DFSIX vs. SGOIX - Volatility Comparison

The current volatility for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) is 4.57%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 5.81%. This indicates that DFSIX experiences smaller price fluctuations and is considered to be less risky than SGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFSIX	SGOIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	5.81%	-1.24%
Volatility (6M) Calculated over the trailing 6-month period	9.33%	9.60%	-0.27%
Volatility (1Y) Calculated over the trailing 1-year period	18.82%	13.48%	+5.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.52%	11.73%	+5.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.24%	11.34%	+6.90%